It sounds like you can make the connection when
- Your personal machine is at work, connected to your company's network
but not when
- Your personal machine is at home, connected to your Internet Service Provider (ISP)
If that's the case, there's a simple explanation: Most corporate networks are set up to block outside access to most corporate machines in one way, or another.
To connect to your corporate network from home, you may have to use a VPN – a sort of "tunnel" that extends your employer's network to your house, using the Internet instead of dedicated wires. Often there will be some security associated with the VPN, because the employer doesn't want any random outsider accessing their network.
If you have questions on how to set this up, contact your employer's Information Technology (IT) department.